CVS Health (CVS): analysis and statistics
Return, volatility, Sharpe ratio and risk for CVS Health, a component of the S&P 500 in the Health Care sector. Data as of 2026-09-13.
| Last close price | $94.66 |
| Sector (GICS) | Health Care |
| Annualized return (3.0 yr) | +14.86% |
| Total return over period | +51.12% |
| Annualized volatility | 33.11% |
| Period volatility | 57.15% |
| Sharpe ratio | 0.33 |
| Sortino ratio | 0.46 |
| Max drawdown | -43.98% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.88% |
| Correlation with the S&P 500 | 0.15 |
| Period range | $41.03 – $109.92 |
| Trading days analyzed | 751 |
Over the last 3.0 years, CVS Health (CVS) has posted an annualized return of +14.86% with annual volatility of 33.11%, a Sharpe ratio of 0.33. Its worst stretch (max drawdown from a peak) was -43.98%. Its correlation with the S&P 500 is 0.15, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how CVS would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, CVS Health (CVS) is of the S&P 500.
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